Morgan Stanley Call 165 ROST 20.12.2024
/ DE000ME6LU15
Morgan Stanley Call 165 ROST 20.1.../ DE000ME6LU15 /
| 2024-07-26 4:37:28 PM |
Chg.-0.019 |
Bid8:13:41 PM |
Ask8:13:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.241EUR |
-7.31% |
0.240
Bid Size: 50,000 |
0.260
Ask Size: 50,000 |
Ross Stores Inc |
165.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME6LU1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-2.20 |
| Time value: |
0.27 |
| Break-even: |
154.75 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
10.97 |
| Rho: |
0.11 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.241 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.90% |
| 1 Month |
|
|
-47.61% |
| 3 Months |
|
|
-16.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.550 |
0.260 |
| 6M High / 6M Low: |
1.010 |
0.197 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.75% |
| Volatility 6M: |
|
199.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
